scholarly journals Filtering of the ARMAX Process with Generalized t-Distribution Noise: The Influence Function Approach

2014 ◽  
Vol 53 (17) ◽  
pp. 7019-7028 ◽  
Author(s):  
Weng Khuen Ho ◽  
Keck Voon Ling ◽  
Hoang Dung Vu ◽  
Xiaoqiong Wang
Keyword(s):  
Influence Function ◽  
Function Approach ◽  
T Distribution

scholarly journals Dual Divergence Estimators of the Tail Index

2012 ◽  
Vol 2012 ◽  
pp. 1-14
Author(s):  
Salim Bouzebda ◽  
Mohamed Cherfi
Keyword(s):  
Influence Function ◽  
Tail Index ◽  
Function Approach ◽  
Duality Technique

The main purpose of the present paper is to propose a new estimator of the tail index using -divergences and the duality technique. These estimators are explored with respect to robustness through the influence function approach. The empirical performances of the proposed estimators are illustrated by simulation.

scholarly journals Logistic discrimination using robust estimators: An influence function approach

2008 ◽  
Vol 36 (1) ◽  
pp. 157-174 ◽  
Author(s):  
Christophe Croux ◽  
Gentiane Haesbroeck ◽  
Kristel Joossens
Keyword(s):  
Influence Function ◽  
Function Approach ◽  
Robust Estimators ◽  
Logistic Discrimination
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